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most citedCorrelations and Flow of Information between The New York Times and Stock Markets

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cond-mat.dis-nn2019★ 7 cited

On the multifractal dimensions and statistical properties of critical ensembles characterized by the three classical Wigner-Dyson symmetry classes

M. Carrera-Núñez, A. M. Martínez-Argüello, J. A. Méndez-Bermúdez

We introduce a power-law banded random matrix model for the third of the three classical Wigner-Dyson ensembles, i.e., the symplectic ensemble. A detailed analysis of the statistic…